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The use (and abuse) of CDS spr...
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Credit risk
Kreditderivat
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Tang, Dragon Yongjun
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Gündüz, Yalın
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Zhou, Hao
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Acharya, Viral V.
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Cathcart, Lara
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Ongena, Steven
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Lee, Jongsub
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Yan, Hong
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Kiesel, Florian
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Naranjo, Andy
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Calice, Giovanni
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Herbertsson, Alexander
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Peltonen, Tuomo
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Shahzad, Syed Jawad Hussain
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Silva, Paulo Pereira da
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Sirmans, Stace
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Urban, Jörg
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Wei, Bin
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Colonnello, Stefano
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Drechsler, Itamar
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Journal of banking & finance
41
International journal of theoretical and applied finance
27
Journal of financial stability
25
Journal of international financial markets, institutions & money
25
Finance research letters
24
The journal of fixed income
24
International review of financial analysis
23
The journal of credit risk : published quarterly by Incisive Media
23
Journal of financial economics
21
The journal of futures markets
17
Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / European Central Bank
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Journal of financial services research : JFSR
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Review of finance : journal of the European Finance Association
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The journal of corporate finance : contracting, governance and organization
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European financial management : the journal of the European Financial Management Association
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IMF Working Papers
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NBER working paper series
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Quantitative finance
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SFB 649 discussion paper
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ECONIS (ZBW)
1,921
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1
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
2
The determinants of credit default swap prices : an industry-based investigation
Sougné, Danielle
;
Heuchenne, Cédric
;
Hübner, Georges
- In:
Credit risk : models, derivatives, and management
,
(pp. 85-96)
.
2008
Persistent link: https://www.econbiz.de/10003718330
Saved in:
3
The determinants of credit default swap rates : an explanatory study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10003285866
Saved in:
4
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
5
Sato processes in default modeling
Kokholm, Thomas
;
Nicolato, Elisa
-
2009
Persistent link: https://www.econbiz.de/10003805849
Saved in:
6
Are banks different? : evidence form the CDS market
Raunig, Burkhard
;
Scheicher, Martin
-
2009
Persistent link: https://www.econbiz.de/10003810904
Saved in:
7
Die Bewertung von Credit Default Swaps
Wilkens, Sascha
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003819112
Saved in:
8
Accounting-based versus market-based cross-sectional models of CDS spreads
Das, Sanjiv R.
;
Hanouna, Paul
;
Sarin, Atulya
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 719-730
Persistent link: https://www.econbiz.de/10003820945
Saved in:
9
A framework assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2009
Persistent link: https://www.econbiz.de/10003847632
Saved in:
10
The determinants of credit default swap premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo, Rodolfo
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10003854347
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